+26.9%
XLV vs CAI
-9.9%
+36.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -3.6% | -2.9% | -0.6% | -3.4% |
| 30D | -1.8% | +9.3% | -11.2% | -2.5% |
| 3M | +7.8% | +35.2% | -27.4% | +5.4% |
| 6M | +9.1% | +30.7% | -21.6% | +6.3% |
| YTD | +7.7% | -9.8% | +17.5% | +7.0% |
| 1Y | +20.4% | -28.9% | +49.3% | +21.5% |
| All | +26.9% | -9.9% | +36.7% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling